+120.7%
AGI vs URA
-31.1%
+151.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | +18.2% | +7.4% | +10.8% | +15.0% |
| 3M | -4.1% | -8.4% | +4.3% | -0.7% |
| 6M | -28.7% | -12.7% | -16.0% | -25.0% |
| YTD | -4.0% | +7.8% | -11.8% | -6.7% |
| 1Y | +17.4% | +19.5% | -2.0% | +9.1% |
| 3Y | +203.0% | +116.4% | +86.6% | +116.3% |
| 5Y | +376.7% | +134.3% | +242.4% | +213.0% |
| 10Y | +407.5% | +359.3% | +48.2% | +136.1% |
| All | +120.7% | -31.1% | +151.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling